Corbus Pharmaceuticals Holdings Inc (CRBP)
17.67
-0.31
(-1.72%)
USD |
NASDAQ |
Nov 27, 13:49
Corbus Pharmaceuticals Holdings Max Drawdown (5Y): 99.24% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.24% |
| September 30, 2024 | 99.24% |
| August 31, 2024 | 99.24% |
| July 31, 2024 | 99.24% |
| June 30, 2024 | 99.24% |
| May 31, 2024 | 99.24% |
| April 30, 2024 | 99.24% |
| March 31, 2024 | 99.24% |
| February 29, 2024 | 99.24% |
| January 31, 2024 | 99.24% |
| December 31, 2023 | 99.24% |
| November 30, 2023 | 99.24% |
| October 31, 2023 | 99.24% |
| September 30, 2023 | 99.24% |
| August 31, 2023 | 99.24% |
| July 31, 2023 | 99.24% |
| June 30, 2023 | 99.24% |
| May 31, 2023 | 99.24% |
| April 30, 2023 | 99.24% |
| March 31, 2023 | 99.24% |
| February 28, 2023 | 99.02% |
| January 31, 2023 | 98.85% |
| December 31, 2022 | 98.85% |
| November 30, 2022 | 98.85% |
| October 31, 2022 | 98.83% |
| Date | Value |
|---|---|
| September 30, 2022 | 98.34% |
| August 31, 2022 | 97.85% |
| July 31, 2022 | 97.76% |
| June 30, 2022 | 97.76% |
| May 31, 2022 | 97.76% |
| April 30, 2022 | 96.93% |
| March 31, 2022 | 96.93% |
| February 28, 2022 | 96.90% |
| January 31, 2022 | 96.01% |
| December 31, 2021 | 94.17% |
| November 30, 2021 | 91.77% |
| October 31, 2021 | 90.92% |
| September 30, 2021 | 90.92% |
| August 31, 2021 | 90.92% |
| July 31, 2021 | 90.92% |
| June 30, 2021 | 90.92% |
| May 31, 2021 | 90.92% |
| April 30, 2021 | 90.92% |
| March 31, 2021 | 90.92% |
| February 28, 2021 | 90.92% |
| January 31, 2021 | 90.92% |
| December 31, 2020 | 90.92% |
| November 30, 2020 | 90.92% |
| October 31, 2020 | 90.92% |
| September 30, 2020 | 85.46% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
78.79%
Minimum
Nov 2019
99.24%
Maximum
Mar 2023
93.28%
Average
97.35%
Median
Max Drawdown (5Y) Benchmarks
| AIM ImmunoTech Inc | 99.76% |
| Perspective Therapeutics Inc | 91.70% |
| Protalix BioTherapeutics Inc | 94.38% |
| Electromed Inc | 55.84% |
| Armata Pharmaceuticals Inc | 99.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -71.97 |
| Beta (5Y) | 2.562 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 182.3% |
| Historical Sharpe Ratio (5Y) | -0.2134 |
| Historical Sortino (5Y) | -0.6533 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.71% |